That menu seems to work OK, so what is the issue? When you say the links don't work, at the moment they aren't really links to anything, as each just has href="#", the # being just a kind of placeholder. You need to put the URLs of the actual pages in place of the # for the links to do anything.

Just as an aside, your images are very slow to lead, which means you need to optimise them for the web. If you have Photoshop, use the Save for Web option to reduce the file sizes significantly.

The name of the script from Dynamic Drive is a little ironic, since the drop downs seem to be loading a little slow for me (I'm in the latest version of Firefox btw).

There's actually an app that will make pretty slick CSS menus for you called "CSS Menu Maker" that will create these for you without having to get into all the code: http://cssmenumaker.com/dreamweaver-css-menu-extension. They have some examples of the menus on their site to give you an idea of how responsive they are. It also comes in handy if you are going to be making multiple changes to the menu over time, instead of having to edit all the markup manually.